"Optimal Strategies for Risk-Sensitive Portfolio Optimization Problems for ..."

Hideo Nagai (2003)

> Home

Details and statistics

DOI: 10.1137/S0363012901399337

access: closed

type: Journal Article

metadata version: 2020-07-09

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/siamco/Nagai03
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/siamco/Nagai03
Hideo Nagai:
Optimal Strategies for Risk-Sensitive Portfolio Optimization Problems for General Factor Models. SIAM J. Control. Optim. 41(6): 1779-1800 (2003)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.